112 Key Publications

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  Eeckhoudt, L., Laeven, R. and Schlesinger, H. (2020). Risk apportionment: The dual story Journal of Economic Theory, 185:.

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  Ikefuji, M., Laeven, R., Magnus, J. and Muris, C. (2019). Expected utility and catastrophic risk in a stochastic economy-climate model Journal of Econometrics, :.

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  Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.

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  Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.

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  Li, Z., Laeven, R. and Vellekoop, M. (2019). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, :.

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  Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.

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  Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2019). Bubbles and Financial Professionals Review of Financial Studies, :.

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  Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2019). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, :.

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  Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.

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  Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, Accepted:.

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  Baltussen, G., van Bekkum, S. and Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.

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  Boons, M.F., Duarte, F., de Roon, F. and Szymanowska, M. (2019). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, Accepted:.

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  Gryglewicz, S., Mayer, S and Morellec, E. (2019). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, accepted:.

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  Gryglewicz, S. and Hartman-Glaser, B. (2019). Investment Timing and Incentive Costs Review of Financial Studies, accepted:.

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  Jank, S., Roling, C. and Smajlbegovic, E. (2019). Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices Journal of Financial Economics, accepted:.

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  Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

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  Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.

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  Kirchler, M., Lindner, F. and Weitzel, U. (2018). Rankings and Risk-Taking in the Finance Industry The Journal of Finance, 73(5):2271--2302.

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  Leung, E. and Veenman, D. (2018). Non-GAAP Earnings Disclosure in Loss Firms Journal of Accounting Research, 56(4):1083--1137.

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  Adams, R, Akyol, A and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662.